-8.0%
CNH vs HTZ
-93.2%
+85.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.2% |
| 7D | +3.0% | -8.5% | +11.6% | +4.1% |
| 30D | -0.6% | -18.9% | +18.3% | +1.4% |
| 3M | +14.6% | -36.0% | +50.7% | +19.9% |
| 6M | +11.8% | -74.6% | +86.3% | +27.3% |
| YTD | +30.4% | -70.8% | +101.2% | +44.4% |
| 1Y | +19.1% | -75.3% | +94.3% | +34.4% |
| 3Y | +30.2% | -81.6% | +111.8% | +40.6% |
| 5Y | -17.8% | -94.4% | +76.6% | +6.0% |
| All | -8.0% | -93.2% | +85.2% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling